PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
S250.L vs. L100.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between S250.L and L100.L is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

S250.L vs. L100.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco FTSE 250 UCITS ETF (S250.L) and Lyxor FTSE 100 UCITS ETF - Acc (L100.L). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-6.04%
0.56%
S250.L
L100.L

Key characteristics

Sharpe Ratio

S250.L:

0.90

L100.L:

1.64

Sortino Ratio

S250.L:

1.33

L100.L:

2.37

Omega Ratio

S250.L:

1.16

L100.L:

1.29

Calmar Ratio

S250.L:

0.66

L100.L:

3.36

Martin Ratio

S250.L:

3.88

L100.L:

9.45

Ulcer Index

S250.L:

2.76%

L100.L:

1.73%

Daily Std Dev

S250.L:

11.91%

L100.L:

9.97%

Max Drawdown

S250.L:

-40.91%

L100.L:

-44.41%

Current Drawdown

S250.L:

-6.51%

L100.L:

-1.36%

Returns By Period

In the year-to-date period, S250.L achieves a 0.31% return, which is significantly lower than L100.L's 6.49% return. Over the past 10 years, S250.L has underperformed L100.L with an annualized return of 4.34%, while L100.L has yielded a comparatively higher 6.04% annualized return.


S250.L

YTD

0.31%

1M

0.32%

6M

-1.70%

1Y

10.24%

5Y*

1.37%

10Y*

4.34%

L100.L

YTD

6.49%

1M

1.68%

6M

5.20%

1Y

16.66%

5Y*

6.75%

10Y*

6.04%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


S250.L vs. L100.L - Expense Ratio Comparison

S250.L has a 0.12% expense ratio, which is lower than L100.L's 0.14% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


L100.L
Lyxor FTSE 100 UCITS ETF - Acc
Expense ratio chart for L100.L: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%
Expense ratio chart for S250.L: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%

Risk-Adjusted Performance

S250.L vs. L100.L — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

S250.L
The Risk-Adjusted Performance Rank of S250.L is 3636
Overall Rank
The Sharpe Ratio Rank of S250.L is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of S250.L is 3535
Sortino Ratio Rank
The Omega Ratio Rank of S250.L is 3535
Omega Ratio Rank
The Calmar Ratio Rank of S250.L is 3131
Calmar Ratio Rank
The Martin Ratio Rank of S250.L is 4242
Martin Ratio Rank

L100.L
The Risk-Adjusted Performance Rank of L100.L is 7474
Overall Rank
The Sharpe Ratio Rank of L100.L is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of L100.L is 7272
Sortino Ratio Rank
The Omega Ratio Rank of L100.L is 6868
Omega Ratio Rank
The Calmar Ratio Rank of L100.L is 8787
Calmar Ratio Rank
The Martin Ratio Rank of L100.L is 7474
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

S250.L vs. L100.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE 250 UCITS ETF (S250.L) and Lyxor FTSE 100 UCITS ETF - Acc (L100.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for S250.L, currently valued at 0.70, compared to the broader market0.002.004.000.701.35
The chart of Sortino ratio for S250.L, currently valued at 1.06, compared to the broader market0.005.0010.001.061.88
The chart of Omega ratio for S250.L, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.001.131.23
The chart of Calmar ratio for S250.L, currently valued at 0.44, compared to the broader market0.005.0010.0015.000.441.69
The chart of Martin ratio for S250.L, currently valued at 1.94, compared to the broader market0.0020.0040.0060.0080.00100.001.944.45
S250.L
L100.L

The current S250.L Sharpe Ratio is 0.90, which is lower than the L100.L Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of S250.L and L100.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.70
1.35
S250.L
L100.L

Dividends

S250.L vs. L100.L - Dividend Comparison

Neither S250.L nor L100.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

S250.L vs. L100.L - Drawdown Comparison

The maximum S250.L drawdown since its inception was -40.91%, smaller than the maximum L100.L drawdown of -44.41%. Use the drawdown chart below to compare losses from any high point for S250.L and L100.L. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-14.66%
-0.95%
S250.L
L100.L

Volatility

S250.L vs. L100.L - Volatility Comparison

Invesco FTSE 250 UCITS ETF (S250.L) has a higher volatility of 2.97% compared to Lyxor FTSE 100 UCITS ETF - Acc (L100.L) at 2.33%. This indicates that S250.L's price experiences larger fluctuations and is considered to be riskier than L100.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
2.97%
2.33%
S250.L
L100.L
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab